Whoops, I should have checked that a bit better =)
The regularization needs to be added to "S2" and not "S".
On Sun, Jul 7, 2013 at 4:55 PM, Sergey Feldman wrote:
> Howdy,
>
> I noticed that the sklearn library's QDA doesn't have any regularization. In
> my experience, a little convariance reg
Howdy,
I noticed that the sklearn library's QDA doesn't have any regularization. In
my experience, a little convariance regularization can mean the difference
between total failure due to numerical issues and surprisingly
high classification accuracy.
Adding something basic would be as simple as
